If you're sending it in a box, the best way would be to send some packing labels with your address printed on them, so that they can be affixed to the box and the box can be reused to send it back to yourself. You'd also need to include (perhaps by paperclip) the stamps to return the jersey to yourself.

i plan on sending out a jersey to be signed. of course id have to take it to the post office & send it out there.

my question is how do i go about sending a SASE* with this?

*i know its not an SASEnvelope im sending out, more so a box of that sort. but same concept im guessing.